Markets Data Volatility Heatmap Portfolio Calculator

BDN Deep Analytical Report

Brandywine Realty Trust | Category: Equity Micro Cap | Ann. Div Yield: 14.70% ($0.46) | Last Updated: 2026-02-22 | Data Range: 1986-07-01 → 2026-02-01 (471 months)
Quick Overview
Timeframe C-C DoR σ
(Historical)		 H-L DoR σ
(Historical)		 O-C DoR σ
(Historical)		 5Y ATRP
(Avg)		 Binomial IV
(Period)		 Yahoo IV
(Period)		 1σ Lower
(68.27%)		 1σ Upper 2σ Lower
(95.45%)		 2σ Upper
Daily 3.62% 3.35% 2.84% 3.43% 2.82% 3.25% 3.13 3.31 3.04 3.41
Weekly 8.09% 7.92% 6.38% 7.90% 6.21% 7.15% 3.03 3.43 2.84 3.65
Monthly 15.68% 20.17% 13.13% 15.69% 12.92% 14.88% 2.83 3.66 2.49 4.17
Quarterly 22.55% 37.99% 20.10% 27.99% 22.39% 25.78% 2.57 4.03 2.06 5.04
Annual — — — — 44.77% 51.56% 2.06 5.04 1.32 7.88
Option Time Horizon — — — — 17.22% 19.83% 2.71 3.83 2.28 4.54
Calculation Notes: Computed at 2026-02-22T14:18 UTC  |  Reference Contract: Call option expiring 2026-04-17 (54 days)  |  Spot Price (S): $3.22  |  Strike (K): $4.00 (first OTM call ≥ spot)  |  Observed Mid-Price: $0.0250 (Bid $0.0000 / Ask $0.0500)  |  Risk-Free Rate (r): 3.72% (1-Month CMT, US Treasury)  |  Dividend Yield (q): 14.70%  |  Binomial IV (Annual): 44.77% (CRR binomial tree, American, n=20 steps)  |  BS IV: 44.93% (European Black-Scholes)  |  Yahoo IV (Annual): 51.56% → period-scaled as σperiod = σannual·√h  |  Price bands: Upper = S·e+σ√h, Lower = S·e−σ√h
Historical Dividend Payouts
Ex-Dividend Date Amount
2026-01-07 $0.0800
2025-10-09 $0.0800
2025-07-02 $0.1500
2025-04-03 $0.1500
2025-01-08 $0.1500
2024-10-09 $0.1500
2024-07-03 $0.1500
2024-04-03 $0.1500
2024-01-03 $0.1500
2023-10-03 $0.1500
2023-07-05 $0.1900
2023-04-04 $0.1900
2023-01-04 $0.1900
2022-10-05 $0.1900
2022-07-05 $0.1900
2022-04-05 $0.1900
2022-01-04 $0.1900
2021-10-05 $0.1900
2021-07-06 $0.1900
2021-04-06 $0.1900
2021-01-05 $0.1900
2020-10-06 $0.1900
2020-07-07 $0.1900
2020-04-06 $0.1900
2020-01-07 $0.1900
2019-10-02 $0.1900
2019-07-03 $0.1900
2019-04-03 $0.1900
2019-01-07 $0.1900
2018-10-03 $0.1800
2018-07-05 $0.1800
2018-04-03 $0.1800
2018-01-08 $0.1800
2017-10-03 $0.1600
2017-07-05 $0.1600
2017-04-03 $0.1600
2017-01-09 $0.1600
2016-10-03 $0.1600
2016-07-01 $0.1600
2016-03-31 $0.1500
2016-01-04 $0.1500
2015-10-01 $0.1500
2015-07-01 $0.1500
2015-04-01 $0.1500
2015-01-02 $0.1500
2014-10-02 $0.1500
2014-07-02 $0.1500
2014-04-01 $0.1500
2014-01-02 $0.1500
2013-10-02 $0.1500
2013-07-02 $0.1500
2013-04-03 $0.1500
2013-01-02 $0.1500
2012-10-03 $0.1500
2012-07-02 $0.1500
2012-04-03 $0.1500
2012-01-03 $0.1500
2011-10-03 $0.1500
2011-07-01 $0.1500
2011-04-01 $0.1500
2011-01-04 $0.1500
2010-10-01 $0.1500
2010-07-01 $0.1500
2010-03-31 $0.1500
2010-01-04 $0.1500
2009-10-01 $0.1000
2009-06-30 $0.1000
2009-04-01 $0.1000
2009-01-02 $0.3000
2008-10-01 $0.4400
2008-07-01 $0.4400
2008-04-02 $0.4400
2008-01-02 $0.4400
2007-10-03 $0.4400
2007-07-02 $0.4400
2007-04-02 $0.4400
2007-01-03 $0.4400
2006-10-03 $0.4400
2006-07-03 $0.4400
2006-04-03 $0.4200
2005-12-30 $0.0200
2005-11-16 $0.4400
2005-10-03 $0.4400
2005-07-01 $0.4400
2005-04-04 $0.4400
2004-12-29 $0.4400
2004-10-01 $0.4400
2004-07-01 $0.4400
2004-04-02 $0.4400
2003-12-29 $0.4400
2003-10-02 $0.4400
2003-07-02 $0.4400
2003-04-02 $0.4400
2002-12-27 $0.4400
2002-10-02 $0.4400
2002-07-02 $0.4400
2002-04-02 $0.4400
2001-12-27 $0.4400
2001-10-03 $0.4400
2001-07-03 $0.4100
2001-04-03 $0.4100
2000-10-04 $0.4100
2000-07-05 $0.4000
2000-04-03 $0.4000
1999-12-28 $0.4000
1999-09-28 $0.3900
1999-06-28 $0.3900
1999-03-26 $0.3900
1998-12-23 $0.3900
1998-09-24 $0.3800
1998-06-18 $0.3800
1998-03-25 $0.3700
1997-12-11 $0.3700
1997-09-05 $0.3600
1997-06-26 $0.3600
1997-04-11 $0.3500
1996-12-26 $0.1300
1996-11-06 $0.2100
1996-07-24 $0.1800
1996-05-08 $0.1800
1996-01-24 $0.1500
1995-10-24 $0.1500
1995-07-24 $0.1500
1995-05-05 $0.1200
1995-01-18 $0.2100
1994-10-18 $0.1500
1994-08-26 $0.6300
1994-08-12 $1.5600
1994-06-30 $0.1500
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 2.69. Further, an Excess Kurtosis of 65.02 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -10.79%700.84%0.84%
-10.79% to -8.08%450.54%1.38%
-8.08% to -5.36%1181.42%2.80%
-5.36% to -2.65%4795.76%8.56%
-2.65% to 0.07%369844.48%53.04%
0.07% to 2.78%325339.13%92.17%
2.78% to 5.49%4165.00%97.17%
5.49% to 8.21%1081.30%98.47%
8.21% to 10.92%440.53%99.00%
Greater than 10.92%831.00%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -3.55%3.68% 89.34%68.27%
±2σ -7.17%7.30% 96.52%95.45%
±3σ -10.79%10.92% 98.16%99.73%
Descriptive Statistics
Mean0.065%
Standard Error0.040%
Median0.000%
Mode0.000%
Standard Deviation3.618%
Sample Variance13.093%
Kurtosis65.02
Skewness2.69
Range109.524%
Minimum-42.857%
Maximum66.667%
Count8314
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 1.953% 3951 47.52% 0.928%
Negative -1.907% 3765 45.28% -0.864%
Zero 0.000% 598 7.19% 0.000%
Average True Range Percentage (ATRP)
Trading Days Horizon Average Daily True Range %
5 1 Week 3.92%
20 1 Month 4.27%
60 1 Quarter 3.54%
250 1 Year 3.41%
750 3 Years 3.77%
1,250 5 Years 3.43%
2,500 10 Years 2.89%
5,000 20 Years 3.12%
12,500 50 Years 3.29%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 6.98. Further, an Excess Kurtosis of 112.43 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -6.95%00.00%0.00%
-6.95% to -4.44%00.00%0.00%
-4.44% to -1.93%00.00%0.00%
-1.93% to 0.58%370.44%0.44%
0.58% to 3.09%580669.83%70.27%
3.09% to 5.60%167720.17%90.44%
5.60% to 8.11%3564.28%94.72%
8.11% to 10.62%1792.15%96.87%
10.62% to 13.13%881.06%97.93%
Greater than 13.13%1722.07%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -0.26%6.43% 92.59%68.27%
±2σ -3.60%9.78% 96.33%95.45%
±3σ -6.95%13.13% 97.93%99.73%
Descriptive Statistics
Mean3.088%
Standard Error0.037%
Median2.188%
Mode3.333%
Standard Deviation3.346%
Sample Variance11.196%
Kurtosis112.43
Skewness6.98
Range99.744%
Minimum0.256%
Maximum100.000%
Count8315
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 3.088% 8315 100.00% 3.088%
Negative 0.000% 0 0.00% 0.000%
Zero 0.000% 0 0.00% 0.000%
Open-to-Close Returns
Gram-Charlier Analysis: Data reveals Right Skewed (Positive Asymmetry) with a Skewness factor of 0.84. Further, an Excess Kurtosis of 32.45 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -8.49%820.99%0.99%
-8.49% to -6.36%670.81%1.79%
-6.36% to -4.23%1401.68%3.48%
-4.23% to -2.10%5776.94%10.41%
-2.10% to 0.02%356142.83%53.24%
0.02% to 2.15%298935.95%89.19%
2.15% to 4.28%6157.40%96.58%
4.28% to 6.41%1481.78%98.36%
6.41% to 8.53%510.61%98.98%
Greater than 8.53%851.02%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -2.81%2.86% 85.97%68.27%
±2σ -5.65%5.70% 95.89%95.45%
±3σ -8.49%8.53% 97.99%99.73%
Descriptive Statistics
Mean0.023%
Standard Error0.031%
Median0.000%
Mode0.000%
Standard Deviation2.837%
Sample Variance8.048%
Kurtosis32.45
Skewness0.84
Range81.818%
Minimum-31.818%
Maximum50.000%
Count8315
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 1.729% 3888 46.76% 0.808%
Negative -1.702% 3835 46.12% -0.785%
Zero 0.000% 592 7.12% 0.000%
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 3.71. Further, an Excess Kurtosis of 41.90 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -23.98%150.78%0.78%
-23.98% to -17.91%120.62%1.40%
-17.91% to -11.84%311.60%3.00%
-11.84% to -5.77%1407.24%10.24%
-5.77% to 0.30%86044.47%54.71%
0.30% to 6.36%71236.81%91.52%
6.36% to 12.43%1075.53%97.05%
12.43% to 18.50%251.29%98.35%
18.50% to 24.57%80.41%98.76%
Greater than 24.57%241.24%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -7.79%8.39% 88.00%68.27%
±2σ -15.89%16.48% 96.28%95.45%
±3σ -23.98%24.57% 97.98%99.73%
Descriptive Statistics
Mean0.296%
Standard Error0.184%
Median0.000%
Mode0.000%
Standard Deviation8.091%
Sample Variance65.460%
Kurtosis41.90
Skewness3.71
Range140.000%
Minimum-40.000%
Maximum100.000%
Count1934
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 4.647% 931 48.14% 2.237%
Negative -4.242% 885 45.76% -1.941%
Zero 0.000% 118 6.10% 0.000%
Average True Range Percentage (ATRP)
Weeks Horizon Average Weekly True Range %
4 1 Month 10.59%
12 1 Quarter 8.17%
52 1 Year 7.57%
156 3 Years 8.70%
260 5 Years 7.90%
520 10 Years 6.65%
1,040 20 Years 7.13%
2,600 50 Years 7.57%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 5.05. Further, an Excess Kurtosis of 39.71 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -16.23%00.00%0.00%
-16.23% to -10.30%00.00%0.00%
-10.30% to -4.36%00.00%0.00%
-4.36% to 1.58%251.29%1.29%
1.58% to 7.52%131467.91%69.20%
7.52% to 13.46%39120.21%89.41%
13.46% to 19.40%1045.37%94.78%
19.40% to 25.34%432.22%97.00%
25.34% to 31.27%190.98%97.98%
Greater than 31.27%392.02%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -0.40%15.44% 92.25%68.27%
±2σ -8.32%23.36% 96.33%95.45%
±3σ -16.23%31.27% 97.98%99.73%
Descriptive Statistics
Mean7.520%
Standard Error0.180%
Median5.263%
Mode9.091%
Standard Deviation7.918%
Sample Variance62.689%
Kurtosis39.71
Skewness5.05
Range99.479%
Minimum0.521%
Maximum100.000%
Count1935
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 7.520% 1935 100.00% 7.520%
Negative 0.000% 0 0.00% 0.000%
Zero 0.000% 0 0.00% 0.000%
Open-to-Close Returns
Gram-Charlier Analysis: Data reveals Right Skewed (Positive Asymmetry) with a Skewness factor of 0.75. Further, an Excess Kurtosis of 14.09 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -18.99%170.88%0.88%
-18.99% to -14.21%211.09%1.96%
-14.21% to -9.43%271.40%3.36%
-9.43% to -4.64%1658.53%11.89%
-4.64% to 0.14%84043.41%55.30%
0.14% to 4.92%62832.45%87.75%
4.92% to 9.70%1527.86%95.61%
9.70% to 14.48%522.69%98.29%
14.48% to 19.27%110.57%98.86%
Greater than 19.27%221.14%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -6.24%6.51% 83.82%68.27%
±2σ -12.61%12.89% 95.45%95.45%
±3σ -18.99%19.27% 97.98%99.73%
Descriptive Statistics
Mean0.138%
Standard Error0.145%
Median0.000%
Mode0.000%
Standard Deviation6.376%
Sample Variance40.655%
Kurtosis14.09
Skewness0.75
Range95.833%
Minimum-45.833%
Maximum50.000%
Count1935
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 4.328% 880 45.48% 1.968%
Negative -3.804% 931 48.11% -1.830%
Zero 0.000% 124 6.41% 0.000%
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 2.98. Further, an Excess Kurtosis of 19.75 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -46.00%10.21%0.21%
-46.00% to -34.23%51.06%1.28%
-34.23% to -22.47%81.70%2.98%
-22.47% to -10.71%469.79%12.77%
-10.71% to 1.05%18840.00%52.77%
1.05% to 12.82%18138.51%91.28%
12.82% to 24.58%255.32%96.60%
24.58% to 36.34%71.49%98.09%
36.34% to 48.11%10.21%98.30%
Greater than 48.11%81.70%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -14.63%16.74% 86.60%68.27%
±2σ -30.31%32.42% 96.38%95.45%
±3σ -46.00%48.11% 98.09%99.73%
Descriptive Statistics
Mean1.055%
Standard Error0.723%
Median0.342%
Mode0.000%
Standard Deviation15.684%
Sample Variance246.001%
Kurtosis19.75
Skewness2.98
Range175.091%
Minimum-50.000%
Maximum125.091%
Count470
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 9.585% 240 51.06% 4.894%
Negative -8.634% 209 44.47% -3.839%
Zero 0.000% 21 4.47% 0.000%
Average True Range Percentage (ATRP)
Months Horizon Average Monthly True Range %
3 1 Quarter 16.95%
12 1 Year 14.75%
36 3 Years 17.24%
60 5 Years 15.69%
120 10 Years 13.60%
240 20 Years 14.80%
600 50 Years 16.24%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 4.33. Further, an Excess Kurtosis of 23.68 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -42.70%00.00%0.00%
-42.70% to -27.57%00.00%0.00%
-27.57% to -12.44%00.00%0.00%
-12.44% to 2.69%40.85%0.85%
2.69% to 17.82%33370.70%71.55%
17.82% to 32.95%9019.11%90.66%
32.95% to 48.07%214.46%95.12%
48.07% to 63.20%61.27%96.39%
63.20% to 78.33%40.85%97.24%
Greater than 78.33%132.76%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -2.35%37.99% 92.78%68.27%
±2σ -22.52%58.16% 96.39%95.45%
±3σ -42.69%78.33% 97.24%99.73%
Descriptive Statistics
Mean17.818%
Standard Error0.929%
Median11.839%
Mode9.091%
Standard Deviation20.171%
Sample Variance406.866%
Kurtosis23.68
Skewness4.33
Range186.624%
Minimum1.282%
Maximum187.906%
Count471
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 17.818% 471 100.00% 17.818%
Negative 0.000% 0 0.00% 0.000%
Zero 0.000% 0 0.00% 0.000%
Open-to-Close Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 1.71. Further, an Excess Kurtosis of 13.72 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -38.64%40.85%0.85%
-38.64% to -28.79%30.64%1.49%
-28.79% to -18.94%81.70%3.18%
-18.94% to -9.09%439.13%12.31%
-9.09% to 0.76%21946.50%58.81%
0.76% to 10.60%12726.96%85.77%
10.60% to 20.45%449.34%95.12%
20.45% to 30.30%163.40%98.51%
30.30% to 40.15%20.42%98.94%
Greater than 40.15%51.06%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -12.38%13.89% 82.38%68.27%
±2σ -25.51%27.02% 96.39%95.45%
±3σ -38.64%40.15% 98.09%99.73%
Descriptive Statistics
Mean0.755%
Standard Error0.605%
Median0.000%
Mode0.000%
Standard Deviation13.132%
Sample Variance172.454%
Kurtosis13.72
Skewness1.71
Range156.058%
Minimum-56.058%
Maximum100.000%
Count471
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 9.700% 213 45.22% 4.387%
Negative -7.309% 234 49.68% -3.631%
Zero 0.000% 24 5.10% 0.000%
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 1.98. Further, an Excess Kurtosis of 9.06 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -65.42%00.00%0.00%
-65.42% to -48.51%10.63%0.63%
-48.51% to -31.60%31.89%2.52%
-31.60% to -14.69%2012.58%15.09%
-14.69% to 2.22%6238.99%54.09%
2.22% to 19.14%5635.22%89.31%
19.14% to 36.05%116.92%96.23%
36.05% to 52.96%10.63%96.86%
52.96% to 69.87%21.26%98.11%
Greater than 69.87%31.89%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -20.33%24.77% 78.62%68.27%
±2σ -42.88%47.32% 95.60%95.45%
±3σ -65.42%69.87% 98.11%99.73%
Descriptive Statistics
Mean2.223%
Standard Error1.788%
Median0.000%
Mode0.000%
Standard Deviation22.549%
Sample Variance508.475%
Kurtosis9.06
Skewness1.98
Range183.571%
Minimum-55.000%
Maximum128.571%
Count159
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 16.796% 79 49.69% 8.345%
Negative -12.808% 76 47.80% -6.122%
Zero 0.000% 4 2.52% 0.000%
Average True Range Percentage (ATRP)
Quarters Horizon Average Quarterly True Range %
4 1 Year 22.47%
12 3 Years 29.78%
20 5 Years 27.99%
40 10 Years 23.96%
80 20 Years 24.95%
200 50 Years 29.05%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 2.91. Further, an Excess Kurtosis of 9.80 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -77.43%00.00%0.00%
-77.43% to -48.94%00.00%0.00%
-48.94% to -20.45%00.00%0.00%
-20.45% to 8.04%10.62%0.62%
8.04% to 36.53%11571.88%72.50%
36.53% to 65.02%2314.37%86.88%
65.02% to 93.51%95.62%92.50%
93.51% to 122.00%53.12%95.62%
122.00% to 150.49%21.25%96.88%
Greater than 150.49%53.12%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -1.46%74.51% 90.00%68.27%
±2σ -39.45%112.50% 94.38%95.45%
±3σ -77.43%150.49% 96.88%99.73%
Descriptive Statistics
Mean36.527%
Standard Error3.003%
Median22.602%
Mode66.667%
Standard Deviation37.987%
Sample Variance1443.027%
Kurtosis9.80
Skewness2.91
Range244.173%
Minimum1.282%
Maximum245.455%
Count160
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 36.527% 160 100.00% 36.527%
Negative 0.000% 0 0.00% 0.000%
Zero 0.000% 0 0.00% 0.000%
Open-to-Close Returns
Gram-Charlier Analysis: Data reveals Right Skewed (Positive Asymmetry) with a Skewness factor of 0.76. Further, an Excess Kurtosis of 2.64 proves the distribution possesses Fat Tails (Higher Outlier Risk).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -57.25%00.00%0.00%
-57.25% to -42.18%21.25%1.25%
-42.18% to -27.10%42.50%3.75%
-27.10% to -12.03%2012.50%16.25%
-12.03% to 3.05%6540.62%56.88%
3.05% to 18.12%4528.12%85.00%
18.12% to 33.20%95.62%90.62%
33.20% to 48.28%116.88%97.50%
48.28% to 63.35%10.62%98.12%
Greater than 63.35%31.88%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -17.05%23.15% 76.88%68.27%
±2σ -37.15%43.25% 93.75%95.45%
±3σ -57.25%63.35% 98.12%99.73%
Descriptive Statistics
Mean3.049%
Standard Error1.589%
Median0.267%
Mode0.000%
Standard Deviation20.101%
Sample Variance404.051%
Kurtosis2.64
Skewness0.76
Range141.185%
Minimum-56.000%
Maximum85.185%
Count160
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 16.893% 81 50.62% 8.552%
Negative -11.741% 75 46.88% -5.504%
Zero 0.000% 4 2.50% 0.000%